UC WAR. CALL 03/25 BHP1/ DE000HD6JBM8 /
| 2024-08-12 1:45:43 PM | Chg.-0.0100 | Bid2:02:57 PM | Ask2:02:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | -2.13% | 0.4500 Bid Size: 20,000 |
0.4700 Ask Size: 20,000 |
BHP Group Limited | 26.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD6JBM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-06-24 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 44.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.23 |
| Parity: | -1.29 |
| Time value: | 0.55 |
| Break-even: | 26.55 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.10 |
| Spread %: | 22.22% |
| Delta: | 0.38 |
| Theta: | 0.00 |
| Omega: | 17.27 |
| Rho: | 0.05 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4400 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -58.93% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.4600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.78% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
